Many games on the Mac require you to insert a CD or DVD of the game to prove you are the rightful owner. But there is away around it.
Apple provides each Mac with a copy of Disk Utility software. With that software, it is possible to created a disk image and put it on your hard drive. I have mine setup to mount a copy of Civilization III on startup.
There is a step by step listing on the Macinstruct web site.
To see it go here.
